+102.1%
USO vs NVS
+54.6%
+47.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | -15.7% | +27.2% | +7.6% |
| 30D | +24.1% | -11.1% | +35.2% | +21.2% |
| 3M | +17.9% | -7.2% | +25.1% | +16.7% |
| 6M | +49.6% | -12.3% | +61.9% | +47.5% |
| YTD | +129.0% | +2.8% | +126.3% | +128.7% |
| 1Y | +112.0% | +11.9% | +100.0% | +113.3% |
| All | +102.1% | +54.6% | +47.5% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling